Extreme Events in Finance: the Wiley handbook is out!
Please to announce the latest Wiley research publication Extreme Events in Finance: a handbook of extreme value theory and its applications in the handbooks series Financial engineering and econometrics. Both versions – hard-copy and electronic – are now out!
This book is a collective work: it gathers 25 contributions written by more than 40 contributors from all over the world. It is diverse in terms of contributors as it includes academics and practitioners from banks, fund management firms, insurance companies and central banks.
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I would like to thank all the contributors to this handbook:
- Jan Beirlant (KU Leuven University)
- Patrice Bertail (University of Paris-Ouest Nanterre La Défense)
- Philippe Bertrand (IAE Aix-en Provence)
- Laurent Bibard (ESSEC Business School)
- Jean-François Boulier (Aviva Investors France)
- Geoffrey Booth (Michigan State University)
- Henri Bourguinat (University of Bordeaux IV)
- Eric Briys (Cyberlibris)
- John Paul Broussard (Rutgers University)
- Frederico Caeiro (Nova University of Lisbon)
- Kam Fong Chan (University of Queensland Business School)
- Stephen Chan (University of Manchester)
- Jean-Marie Choffray (ESSEC Business School and University of Liège)
- Stéphan Clémençon (Telecom ParisTech)
- John Cotter (University College Dublin)
- Miguel de Carvalho (Pontificia Universidad Católica de Chile)
- Thanh Thi Huyen Dinh (Lage Landen Group)
- Kevin Dowd (Durham University)
- Isabel Fraga Alves (University of Lisbon)
- Ivette Gomes (University of Lisbon)
- Philip Gray (Monash Business School)
- Lígia Henriques-Rodrigues (University of São Paulo)
- Klaus Herrmann (KU Leuven University)
- Marie Kratz (ESSEC Business School, CREAR)
- Maxime Laot (European Central Bank)
- Ross Leadbetter (University of North Carolina)
- Olivier Le Courtois (EMLyon Business School)
- B G Manjunath (Dell)
- Saralees Nadarajah (University of Manchester)
- Cláudia Neves (University of Reading)
- Jacques Ninet (La Française)
- Serguei Novak (Middlesex University, London)
- Charles Pahud de Mortanges (University of Liège)
- Wesley Phoa (Capital Group)
- Jean-Luc Prigent (University of Cergy-Pontoise)
- Hubert Rodarie (Groupe SMA)
- Stefan Straetmans (Maastricht University)
- Jozef Teugels (Catholic University of Leuven)
- Charles Tillier (University of Paris-Ouest Nanterre La Défense)
- Christian Walter (Fondation Maison des Sciences de l’Homme)
François Longin (ESSEC Business School)
Editor